Well I know that we have to split it up into 3 cases. One for which both are positive, both negative, and one of them is negative. For example I know when we have x and y greater than 0 we get E(x+y)≥E(x)+E(y) because let's take x=1.5 and y=1.6 then E(1.5+1.6)= 3 and
E(1.5)+E(1.6)= 2. Can anyone help me come up with a proof for this?